Once you have downloaded the setup file, run it. If it asks for administrator privileges, allow it. Install it in its default location (C:\Program Files\Arduino or C:\Program Files (x86)\Arduino). Create a new folder in this location and rename it My Codes or something where you can conveniently store all your programs.

Once the ZIP file has finished downloading, double-click to expand it. Copy the Arduino application to the Applications folder. You won't have to install additional drivers to make the Arduino work since we will be using only the Arduino UNO and MEGA throughout the book. You're all set.

If you didn't get anything to work, go to https://www.arduino.cc/en/guide/macOSX.

Once you have downloaded the latest version of Arduino from the preceding link, install the compiler and the library packages using the following command:

sudo apt-get update && sudo apt-get install arduino arduino-core

If you are using a different version of Linux, this official Arduino walkthrough at http://playground.arduino.cc/Learning/Linux will help you out.